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We present two effective methods for solving high-dimensional partial differential equations (PDE) based on randomized neural networks. Motivated by the universal approximation property of this type of networks, both methods extend the…

Numerical Analysis · Mathematics 2023-09-14 Yiran Wang , Suchuan Dong

Sampling conditional distributions is a fundamental task for Bayesian inference and density estimation. Generative models, such as normalizing flows and generative adversarial networks, characterize conditional distributions by learning a…

We present a computational technique for modeling the evolution of dynamical systems in a reduced basis, with a focus on the challenging problem of modeling partially-observed partial differential equations (PDEs) on high-dimensional…

Machine Learning · Statistics 2024-12-25 Victor Churchill

We explore how neural differential equations (NDEs) may be trained on highly resolved fluid-dynamical models of unresolved scales providing an ideal framework for data-driven parameterizations in climate models. NDEs overcome some of the…

Probability density function estimation with weighted samples is the main foundation of all adaptive importance sampling algorithms. Classically, a target distribution is approximated either by a non-parametric model or within a parametric…

Machine Learning · Computer Science 2023-10-16 Julien Demange-Chryst , François Bachoc , Jérôme Morio , Timothé Krauth

Generative adversarial networks (GANs) and normalizing flows are both approaches to density estimation that use deep neural networks to transform samples from an uninformative prior distribution to an approximation of the data distribution.…

Machine Learning · Computer Science 2021-12-15 Tianci Liu , Jeffrey Regier

We tackle unsupervised anomaly detection (UAD), a problem of detecting data that significantly differ from normal data. UAD is typically solved by using density estimation. Recently, deep neural network (DNN)-based density estimators, such…

Machine Learning · Statistics 2019-03-14 Masataka Yamaguchi , Yuma Koizumi , Noboru Harada

This paper studies the problems of identifiability and estimation in high-dimensional nonparametric latent structure models. We introduce an identifiability theorem that generalizes existing conditions, establishing a unified framework…

Statistics Theory · Mathematics 2025-08-06 Yichen Lyu , Pengkun Yang

This work investigates the nonparametric estimation of the vector field of a noisy Ordinary Differential Equation (ODE) in high-dimensional ambient spaces, under the assumption that the initial conditions are sampled from a…

Statistics Theory · Mathematics 2025-11-07 Hugo Henneuse

Building on the recent trend of new deep generative models known as Normalizing Flows (NF), simulation-based inference (SBI) algorithms can now efficiently accommodate arbitrary complex and high-dimensional data distributions. The…

Machine Learning · Statistics 2022-11-28 Julia Linhart , Alexandre Gramfort , Pedro L. C. Rodrigues

Diffusion and flow-based generative models have shown strong potential for image restoration. However, image denoising under unknown and varying noise conditions remains challenging, because the learned vector fields may become inconsistent…

Computer Vision and Pattern Recognition · Computer Science 2026-04-06 Jigang Duan , Genwei Ma , Xu Jiang , Wenfeng Xu , Ping Yang , Xing Zhao

The Normalizing Flow (NF) models a general probability density by estimating an invertible transformation applied on samples drawn from a known distribution. We introduce a new type of NF, called Deep Diffeomorphic Normalizing Flow (DDNF).…

Machine Learning · Statistics 2018-11-26 Hadi Salman , Payman Yadollahpour , Tom Fletcher , Kayhan Batmanghelich

Variational Bayesian Inference is a popular methodology for approximating posterior distributions over Bayesian neural network weights. Recent work developing this class of methods has explored ever richer parameterizations of the…

Neural Processes (NPs) are appealing due to their ability to perform fast adaptation based on a context set. This set is encoded by a latent variable, which is often assumed to follow a simple distribution. However, in real-word settings,…

Machine Learning · Computer Science 2023-06-28 Dharmesh Tailor , Mohammad Emtiyaz Khan , Eric Nalisnick

Predictive posterior densities (PPDs) are of interest in approximate Bayesian inference. Typically, these are estimated by simple Monte Carlo (MC) averages using samples from the approximate posterior. We observe that the signal-to-noise…

Machine Learning · Computer Science 2024-05-31 Abhinav Agrawal , Justin Domke

A flexible discriminative image denoiser is introduced in which multi-task learning methods are applied to a densoising FCN based on U-Net. The activations of the U-Net model are modified by affine transforms that are a learned function of…

Image and Video Processing · Electrical Eng. & Systems 2020-11-26 Anthony Kelly

While nonparametric density estimators often perform well on low dimensional data, their performance can suffer when applied to higher dimensional data, owing presumably to the curse of dimensionality. One technique for avoiding this is to…

Statistics Theory · Mathematics 2020-10-07 Robert A. Vandermeulen

Statistical inference in high dimensional settings has recently attracted enormous attention within the literature. However, most published work focuses on the parametric linear regression problem. This paper considers an important…

Methodology · Statistics 2019-11-14 Qi Gao , Randy C. S. Lai , Thomas C. M. Lee , Yao Li

We present a framework for fine-tuning flow-matching generative models to enforce physical constraints and solve inverse problems in scientific systems. Starting from a model trained on low-fidelity or observational data, we apply a…

Machine Learning · Computer Science 2026-01-28 Jan Tauberschmidt , Sophie Fellenz , Sebastian J. Vollmer , Andrew B. Duncan

Normalizing flows are powerful non-parametric statistical models that function as a hybrid between density estimators and generative models. Current learning algorithms for normalizing flows assume that data points are sampled…

Machine Learning · Computer Science 2023-05-31 Matthias Kirchler , Christoph Lippert , Marius Kloft